ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary
Previous Current
29-May-2012 30-May-2012 Change Change % Previous Week
Open 132-000 132-280 0-280 0.7% 131-240
High 132-000 132-280 0-280 0.7% 132-180
Low 132-000 132-280 0-280 0.7% 131-140
Close 132-000 132-280 0-280 0.7% 131-300
Range
ATR 0-078 0-093 0-014 18.4% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 30-May-2012
Classic Woodie Camarilla DeMark
R4 132-280 132-280 132-280
R3 132-280 132-280 132-280
R2 132-280 132-280 132-280
R1 132-280 132-280 132-280 132-280
PP 132-280 132-280 132-280 132-280
S1 132-280 132-280 132-280 132-280
S2 132-280 132-280 132-280
S3 132-280 132-280 132-280
S4 132-280 132-280 132-280
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 135-113 134-247 132-178
R3 134-073 133-207 132-079
R2 133-033 133-033 132-046
R1 132-167 132-167 132-013 132-260
PP 131-313 131-313 131-313 132-040
S1 131-127 131-127 131-267 131-220
S2 130-273 130-273 131-234
S3 129-233 130-087 131-201
S4 128-193 129-047 131-102
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-280 131-230 1-050 0.9% 0-054 0.1% 100% True False 2
10 132-280 131-140 1-140 1.1% 0-027 0.1% 100% True False 2
20 132-280 130-070 2-210 2.0% 0-014 0.0% 100% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 132-280
2.618 132-280
1.618 132-280
1.000 132-280
0.618 132-280
HIGH 132-280
0.618 132-280
0.500 132-280
0.382 132-280
LOW 132-280
0.618 132-280
1.000 132-280
1.618 132-280
2.618 132-280
4.250 132-280
Fisher Pivots for day following 30-May-2012
Pivot 1 day 3 day
R1 132-280 132-230
PP 132-280 132-180
S1 132-280 132-130

These figures are updated between 7pm and 10pm EST after a trading day.

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